+220,352.2%
CSCO vs NSC
+6,274.8%
+214,077.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.7% | -5.5% | +4.8% | +1.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.0% |
| 3M | -15.7% | +7.7% | -23.4% | -18.5% |
| 6M | +36.3% | +4.5% | +31.8% | +32.9% |
| YTD | +43.8% | +15.6% | +28.3% | +34.4% |
| 1Y | +63.9% | +19.8% | +44.1% | +50.8% |
| 3Y | +104.4% | +70.1% | +34.3% | +58.8% |
| 5Y | +111.4% | +46.1% | +65.2% | +72.7% |
| 10Y | +361.7% | +328.1% | +33.6% | +135.0% |
| All | +220,352.2% | +6,274.8% | +214,077.5% | +26,150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling